Pages that link to "Item:Q1952454"
From MaRDI portal
The following pages link to Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data (Q1952454):
Displayed 50 items.
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data (Q2313277) (← links)
- Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- Model-free feature screening via a modified composite quantile correlation (Q2407077) (← links)
- A unified penalized method for sparse additive quantile models: an RKHS approach (Q2409400) (← links)
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
- The fused Kolmogorov filter: a nonparametric model-free screening method (Q2515487) (← links)
- Feature screening for high-dimensional survival data via censored quantile correlation (Q2661951) (← links)
- Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification (Q2832014) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- Grouped feature screening for ultra-high dimensional data for the classification model (Q3390600) (← links)
- Score test variable screening (Q3465363) (← links)
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models (Q4559457) (← links)
- Bayesian Neural Networks for Selection of Drug Sensitive Genes (Q4559675) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables (Q4960547) (← links)
- Model-free conditional feature screening for ultra-high dimensional right censored data (Q4960694) (← links)
- Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
- Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
- A model-free conditional screening approach via sufficient dimension reduction (Q4988818) (← links)
- (Q5004054) (← links)
- Robust feature screening for high-dimensional survival data (Q5036548) (← links)
- On Sure Screening with Multiple Responses (Q5037785) (← links)
- Efficient kernel-based variable selection with sparsistency (Q5037806) (← links)
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
- Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index (Q5040534) (← links)
- Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data (Q5041348) (← links)
- Model-free survival conditional feature screening (Q5042162) (← links)
- Conditional distance correlation sure independence screening for ultra-high dimensional survival data (Q5078498) (← links)
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates (Q5079906) (← links)
- A model-free feature screening approach based on kernel density estimation (Q5106938) (← links)
- Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
- Ultrahigh dimensional feature screening for additive model with multivariate response (Q5107740) (← links)
- Model-Free Forward Screening Via Cumulative Divergence (Q5120676) (← links)
- Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data (Q5130620) (← links)
- The Lq-norm learning for ultrahigh-dimensional survival data: an integrative framework (Q5134474) (← links)
- Ranking-Based Variable Selection for high-dimensional data (Q5134486) (← links)
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models (Q5138024) (← links)
- A robust variable screening method for high-dimensional data (Q5138670) (← links)
- Feature Screening for Network Autoregression Model (Q5155186) (← links)
- (Q5159419) (← links)
- Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening (Q5208077) (← links)
- Parsimonious covariate selection with censored outcomes (Q5739270) (← links)
- Model-free slice screening for ultrahigh-dimensional survival data (Q5861483) (← links)
- On correlation rank screening for ultra-high dimensional competing risks data (Q5865416) (← links)
- Single-Index Quantile Regression Models for Censored Data (Q5870996) (← links)
- Group screening for ultra-high-dimensional feature under linear model (Q5880025) (← links)
- Model-Free Feature Screening and FDR Control With Knockoff Features (Q5881096) (← links)